Individual skill

jfm-topic-selection

Use when deciding whether a question belongs at the Journal of Financial Markets (JFM) — i.e., whether it is genuinely about market microstructure / how markets trade rather than broad asset pricing or corporate finance. Scopes and reroutes; it does not invent evidence or citations.

Journal-of-Financial-Markets-Skills/skills/jfm-topic-selection/SKILL.md

Read pinned source

Source commit 932eb23331721b16e967c59f093781be1928b498

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
No
Repository scan complete
No
Skill scan complete
Yes
Observed behavior
Not checked yet
Last checked
Nov 9, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.

Repository context

Repository stars (not skill ratings)
1,411
Repository last updated
Sep 27, 2026
License
MIT

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

Files and excerpt

File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

Browse files
Read excerpt

# Topic Selection (jfm-topic-selection)

## When to trigger

- The paper studies trading, liquidity, prices, or order flow, and you must decide JFM vs. JF / JFE / RFS / JFQA
- A coauthor says "we have liquidity in the regressions" but the mechanism is really a corporate-finance or macro story
- The dataset is microstructure-grade (TAQ, LOBSTER, proprietary order book) but the *question* may be too broad to interest microstructure referees
- A referee elsewhere wrote "this is not really a markets paper"
- You need to decide if a structural/macro asset-pricing result has a sharp microstructure cut worth carving out for JFM

## The JFM fit test

JFM publishes research on **how securities are traded and priced** — the design and analysis of trading mechanisms, optimal order placement, the role of information in markets, liquidity, and price discovery. The clean test is the **mechanism question**: *Does the paper's central economic force live inside the trading process?* If you can restate the contribution without referencing spreads, depth, order flow, market design, information asymmetry among traders, or price formation, it is probably not a JFM paper.
Back to top